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Statistics
 All tradesLong tradesShort trades
Initial capital200000.00200000.00200000.00
Ending capital616160.00616160.00200000.00
Net Profit416160.00416160.000.00
Net Profit %208.08 %208.08 %0.00 %
Exposure %3.29 %3.29 %0.00 %
Net Risk Adjusted Return %6320.43 %6320.43 % N/A
Annual Return %17.47 %17.47 %0.00 %
Risk Adjusted Return %530.58 %530.58 % N/A
Total transaction costs23800.0023800.000.00

All trades119119 (100.00 %)0 (0.00 %)
 Avg. Profit/Loss3497.143497.14 N/A
 Avg. Profit/Loss %8.28 %8.28 % N/A
 Avg. Bars Held9.159.15 N/A

Winners45 (37.82 %)45 (37.82 %)0 (0.00 %)
 Total Profit1048360.001048360.000.00
 Avg. Profit23296.8923296.89 N/A
 Avg. Profit %50.37 %50.37 % N/A
 Avg. Bars Held16.9816.98 N/A
 Max. Consecutive440
 Largest win104640.00104640.000.00
 # bars in largest win38380

Losers74 (62.18 %)74 (62.18 %)0 (0.00 %)
 Total Loss-632200.00-632200.000.00
 Avg. Loss-8543.24-8543.24 N/A
 Avg. Loss %-17.32 %-17.32 % N/A
 Avg. Bars Held4.394.39 N/A
 Max. Consecutive550
 Largest loss-33225.00-33225.000.00
 # bars in largest loss440

Max. trade drawdown-38230.00-38230.000.00
Max. trade % drawdown-63.58 %-63.58 %0.00 %
Max. system drawdown-147500.00-147500.000.00
Max. system % drawdown-38.63 %-38.63 %0.00 %
Recovery Factor2.822.82 N/A
CAR/MaxDD0.450.45 N/A
RAR/MaxDD13.7413.74 N/A
Profit Factor1.661.66 N/A
Payoff Ratio2.732.73 N/A
Standard Error37199.3037199.300.00
Risk-Reward Ratio1.401.40 N/A
Ulcer Index12.4712.470.00
Ulcer Performance Index0.970.97 N/A
Sharpe Ratio of trades0.870.870.00
K-Ratio0.06790.0679 N/A